Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47908.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46513.5 Kr¶

PnL: ---------------------------------------> -375.07 Kr¶

DD now: ---------------------------------> -1.484 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:24:12.632412'

Anic Portfolio¶

Today¶

Return: -0.157 %¶

This Week¶

Return: -0.009 %¶

Total¶

Return: 56.84 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
FM Mattsson Mora Group B 50 4.730000 3100.000000 173.000000 5.910000 2927.000000
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
AcadeMedia 12 0.500000 605.400000 48.400000 8.690000 557.000004
Corem Property Group B 59 -1.680000 622.450000 45.450000 7.880000 576.999999
HMS Networks 2 -0.610000 712.800000 39.800000 5.910000 673.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -1.260000 392.000000 37.000000 10.420000 355.000000
Resurs Holding 22 0.950000 609.400000 35.400000 6.170000 573.999998
MedCap 2 -2.150000 455.000000 34.000000 8.080000 421.000000
SAAB B 8 0.190000 3409.600000 32.600000 0.970000 3377.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Securitas B 6 1.490000 588.600000 18.600000 3.260000 570.000000
Intrum 4 -0.260000 545.000000 18.000000 3.420000 527.000000
Swedbank A 3 2.240000 581.250000 17.250000 3.060000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
Karnov Group 9 0.000000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 -0.430000 560.800000 -13.200000 -2.300000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.590000 517.400000 -16.600000 -3.110000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.780000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.640000 548.020000 -64.980000 -10.600000 612.999432
Axfood 13 -1.740000 3597.100000 -158.900000 -4.230000 3756.000001
OX2 18 0.500000 1447.200000 -216.800000 -13.030000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -1.610000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46513.500000 -375.070000 -1.48351% 46888.564618

Updated:¶

'2023-01-24 17:24:25.363968'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶